The finite sample breakdown point of l1-regression

被引:11
作者
Giloni, A [1 ]
Padberg, M [1 ]
机构
[1] Yeshiva Univ, Sy Syms Sch Business, New York, NY 10033 USA
关键词
l(1)-regression; breakdown point; robust designs; robustness; linear programming; mixed-integer programming;
D O I
10.1137/S1052623403424156
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Through a new parametric) linear programming approach, we derive a formula for the finite sample breakdown point of l(1)-regression with a given design matrix X and contamination restricted to the dependent variable. This is done using the notion of the q-strength and the s-stability of a design matrix X, which are introduced here. We discuss the relationship between our result and existing results in the literature. Finally, we demonstrate the usefulness of our result by calculating ( via the solution of mixed-integer programs) the finite sample breakdown point of l(1)-regression with contamination restricted to the dependent variable for nine well-known data sets from the robust regression literature.
引用
收藏
页码:1028 / 1042
页数:15
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